+20.8%
SWK vs RGEN
+450.6%
-429.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.5% |
| 30D | +30.4% | +0.1% | +30.4% | +30.1% |
| 3M | +12.1% | +4.8% | +7.4% | +9.8% |
| 6M | +49.1% | +48.9% | +0.1% | +31.7% |
| YTD | +60.4% | +5.3% | +55.1% | +54.6% |
| 1Y | +78.3% | +12.5% | +65.8% | +68.7% |
| 3Y | +53.3% | +17.0% | +36.3% | +38.5% |
| 5Y | -27.0% | -35.4% | +8.4% | -28.6% |
| 10Y | +20.8% | +434.6% | -413.8% | -31.3% |
| All | +20.8% | +450.6% | -429.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling